Computing interaction effects and standard errors in logit and probit models

Edward C. Norton

doi:10.1177/1536867X0400400206

2004-06-01

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DOI：10.1177/1536867X0400400206

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摘要

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This paper explains why computing the marginal effect of a change in two variables is more complicated in nonlinear models than in linear models. The command inteff computes the correct marginal effect of a change in two interacted variables for a logit or probit model, as well as the correct standard errors. The inteff command graphs the interaction effect and saves the results to allow further investigation.

Keyword:

st0063

inteff

interaction terms

logit

probit

nonlinear models